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The Leverage Cycle

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References

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1979Martingales and arbitrage in multiperiod securities markets3,595 cited
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2008Liquidity, Default, and Crashes: Endogenous Contracts in General Equilibrium341 cited
1986Existence, regularity, and constrained suboptimality of competitive allocations when the asset market is incomplete

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318 cited

Cited by

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2012Implications of the Dodd-Frank Act*80 cited
2010A MODEL OF FINANCIAL MARKET LIQUIDITY BASED ON INTERMEDIARY CAPITAL80 cited
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2012Shadow Banking Regulation67 cited
2012Causes of the great recession of 2007–2009: The financial crisis was the symptom not the disease!64 cited
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